+5,291.1%
TTWO vs ETR
+2,901.5%
+2,389.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.7% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -16.7% | +2.0% | -18.8% | -17.1% |
| 3M | -0.4% | -1.7% | +1.3% | -0.2% |
| 6M | -1.6% | +3.6% | -5.2% | -2.9% |
| YTD | -17.5% | +18.0% | -35.6% | -21.0% |
| 1Y | -14.8% | +26.2% | -41.1% | -19.7% |
| 3Y | +47.9% | +148.0% | -100.1% | +18.3% |
| 5Y | +34.5% | +126.1% | -91.6% | +8.9% |
| 10Y | +394.0% | +302.3% | +91.7% | +242.1% |
| All | +5,291.1% | +2,901.5% | +2,389.6% | +4,399.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling